Multi-Asset Quantitative Risk Analyst
- Employer
- Analytic Recruiting Inc.
- Location
- New York, USA
- Salary
- Competitive
- Closing date
- Jul 6, 2022
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Responsibilities:
Requirements:
Keywords: Python, Portfolio Risk, Data Analysis, Performance, Attribution, Risk Infrastructure, Prototype, Backtest, Decompose Risk
Please send resumes to Jim Geiger jeg@analyticrecruiting.com
- Use Python to run simulations, back test risk models and large datasets
- Use fundamental factor models to analyze the firm's exposures to market conditions
- Create risk, performance and attribution reports and present weekly portfolio analysis to senior managers including the CEO
- Understand, analyze, and interpret the results from 3rd party risk systems like Barra and Axioma
- Work closely with the firm's IT and software developers on improving risk analytics and risk reporting infrastructure
- Conduct quantitative research on improving portfolio construction, portfolio optimization and portfolio risk models
- Present visualization of risk exposure using latest BI tools such as Tableau
Requirements:
- Advanced Python and statistical programming skills
- Advanced quantitative degree
- 3+ years of proven equity and fixed income portfolio risk, performance and attribution experience
- Must have advanced Excel and data manipulation skills
- Must have data mining experience working with and validating large data sets structured and unstructured market, trade, and risk information
- Must have experience working with portfolio risk data from Barra and Axioma
- Must have experience working with API's for web interfaces and data transmission
- Must have superior communication and data visualization skills to translate complex risk information to diverse audiences
Keywords: Python, Portfolio Risk, Data Analysis, Performance, Attribution, Risk Infrastructure, Prototype, Backtest, Decompose Risk
Please send resumes to Jim Geiger jeg@analyticrecruiting.com
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